[Gretl-devel] Re: old and new ideas for the next 'extra' addon version

Am 07.04.20 um 23:17 schrieb Sven Schreiber: > Am 07.04.2020 um 21:00 schrieb Artur Tarassow: >> Am 07.04.20 um 18:41 schrieb Sven Schreiber: > >>> 1) drawnormwis(): This function does a random draw from >>> Normal-inverse-Wishart distributions for Bayesian stuff and currently >>> exists hidden in the SVAR addon (see >>> https://sourceforge.net/p/gretl/git/ci/master/tree/addons/SVAR/SVAR_compa...) >>> > >> >> just one suggestion. The function name may be modified to make more >> clear what it's for. We already have the built-in function iwishart(). >> So why not name the proposed function drawnormiwishart()? Personally I >> would even name it drawnormal_iwishart() for readability purposes. > > I agree the name is suboptimal, but maybe we should rather try to > describe what it is for: Namely re-drawing for a multi-equation system. > Perhaps something like 'syscoeffdraw'? That would also leave the door > open for other underlying distributions in the future. (Would that be a > likely or sensible generalization?) But then it's unclear that its using some Bayesian approach, I guess.